
Diffusions, Markov Processes, and Martingales
L. C. G. Rogers, David Williams, D. Williams
₹4,456

Volume 2, Ito Calculus
by L. C. G. Rogers, D. Williams, David Williams
Cambridge University Press · 2000
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Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus by L. C. G. Rogers, D. Williams & others is a 496-page book published by Cambridge University Press in 2000. The original work dates from 1994. It belongs to the Cambridge mathematical library series. This is the 2nd edition.
The book deals with Diffusion processes, Martingales (Mathematics), Markov processes and Probability & statistics.